Monetizing A Public IP:Port Proxy

How does a proxy make money? Im talking IPort type proxies not CGI/web-proxies. I could understand monetizing a web-proxy. Throw up some ads and your good to go.

On an IPort proxy on the other hand every request will come from your server so any ad network that wants to stay in business for more than a month would never pay you. It would just be way too easy to rip them off.

The only thing I could come up with was storing users data and selling it off (log-in info, banking info, etc).

I'm not sure if such proxies are making any money.
But in case of http traffic another thing could be rewriting http responses and injecting your ads promoting your own projects.